+35.9%
URI vs STZ
+15.1%
+20.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.3% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | +9.1% | +14.9% | -5.9% | +6.4% |
| 3M | +1.0% | +8.4% | -7.4% | -0.2% |
| 6M | +23.3% | +2.8% | +20.5% | +23.3% |
| YTD | +43.3% | +7.5% | +35.8% | +38.9% |
| 1Y | +35.9% | +12.5% | +23.4% | +29.9% |
| All | +35.9% | +15.1% | +20.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling